I tried creating a sample and could not reproduce the problem either, so I started looking at how my code was different than the sample I created. It turns out that a previous bug had re-inserted itself into the code, possibly because of a rollback, but MockManager.Verify was getting called on test teardown as opposed to fixture teardown. This was causing the tests to get screwed up. So this problem has been resolved, it was our fault.
However, the test sample that I created did proove that mock objects are not operating strictly as you have stated in your last post.
My sample creates a Mock object and then I can call methods on that MockObject that do not have an expectation set. I can send the sample to you if this is not the expecte behavior.
Sorry for wasting your time on the other problem.